+93.3%
QQQM vs VIG
+55.8%
+37.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | 0.0% |
| 7D | -0.6% | -1.1% | +0.5% | +0.8% |
| 30D | -1.2% | -2.7% | +1.5% | +2.3% |
| 3M | -0.1% | +2.5% | -2.6% | -3.3% |
| 6M | +18.0% | +9.2% | +8.7% | +5.5% |
| YTD | +16.7% | +9.8% | +6.9% | +3.7% |
| 1Y | +23.0% | +12.4% | +10.7% | +6.2% |
| 3Y | +93.3% | +55.9% | +37.4% | +11.3% |
| All | +93.3% | +55.8% | +37.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling